search

matthewgilbert / blp

Pythonic interface for Bloomberg Open API
Apache License 2.0
112 stars 24 forks source link

hyperparameters in excel formula #15

Closed slu1992 closed 2 years ago

slu1992 commented 2 years ago

it is quite common to use fill and days to get the bbg data if it is n/a or not a trading day (example shown below).

=BDH(ticker, field, start_date, end_date, "Currency","USD","fill=p","days=a")

Not sure if there is a similar thing that I can do using this wrapper? I have tried "overrides" and "options" - they all failed unfortunately.

Thanks in advance!

matthewgilbert commented 2 years ago

If this is possible in the underlying blpapi package then it should be possible via this wrapper however I'm unsure if the Excel features you are discussing are also possible in blpapi. Best to check this with Bloomberg help

slu1992 commented 2 years ago

Thanks for your time response!

Yes, these parameters works in blpapi as another wrapper xbbg has it (though I didn't go through the underlying library). xbbg simply accepts the parameters like "Per=Y, Fill=P" in its blp and bdh functions. However, the return format of xbbg is obviously not as good as yours, so I wonder would it be any way I could apply these parameters for pulling the data using your wrapper? Thanks again!

matthewgilbert commented 2 years ago

If that's the case it's likely xbbg is doing some translation to the options format the underlying blpapi expects (which is different than Excel). Your best bet would be to look through how that translation is handled and map to your call accordingly prior to calling blp.

slu1992 commented 2 years ago

ah, thanks so much!!